This download looks like an addon. You need to extract the downloaded zip and put the addon folder in your Garry's Mod addons folder. You should end up with a directory structure similar to below:
Don't know where the Garry's Mod folder is or how to extract zip files? See more useful installation tips.
Spicysausage_sam2003, shadewiz, Dream Machine, Yakra, spit bitch, Yawn., Cactus, Cromwel, Mr. Conway, [EvoluRP] Thomas